*! version 1.3 28Oct2008

help for bollenstine author: Stas Kolenikov
also see: cfa, cfa postestimation

Bollen-Stine bootstrap following confirmatory factor analysis

bollenstine, reps(#)
saving(filename)
cfaoptions(...)
bootstrap_options

bollenstine performs Bollen and Stine (1992) bootstrap
following structural equation models (confirmatory factor analysis) estimation.
The original data are rotated to conform to the fitted structure.
By default, bollenstine re-estimates the model
with rotated data, and uses the estimates as
starting values in each bootstrap iterations. It also rejects samples
where convergence was not achieved (implemented through
reject( e(converged) == 0) option supplied to
bootstrap).

Options

reps(#) specifies the number of bootstrap replications.
The default is 200.

saving(filename) specifies the file
where the simulation results (the parameter estimates and the fit statistics)
are to be stored. The default is a temporary file that will
be deleted as soon as bollenstine finishes.

cfaoptions(...) allows to transfer options
to cfa. Some bootstrap replications may result in
samples in which iterative maximization never converges,
so in order to speed up computations,
it might make sense to limit the number of iterations, say
with cfaoptions( iter(20) ).

All non-standard model options, like unitvar or correlated, must be specified with
bollenstine to produce correct results!

All other options are assumed to be bootstrap_options
and passed through to bootstrap.

Example

. use http://web.missouri.edu/~kolenikovs/stata/hs-cfa.dta, clear

. cfa (vis: x1 x2 x3) (text: x4 x5 x6) (math: x7 x8 x9), from(iv) corr(x7:x8)

. set seed 10101

. bollenstine, reps(200) cfaoptions( iter(20) corr( x7:x8 ) )

Also see

Online: cfa, cfa postestimation, bootstrap.

References

Bollen, K. and Stine, R. (1992)
Bootstrapping Goodness of Fit Measures in Structural
Equation Models. Sociological Methods and Research, 21, 205--229.

Contact

Stas Kolenikov, kolenikovs at missouri.edu